Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
5 documents
This document compares crypto spot, leveraged spot, and futures trading. It explains that spot positions are not subject to liquidation in the described framework, while borrowed margin positions and futures can be forcibly closed. It outlines long and short…
This document describes data structures for tracking option contracts, underlying instruments, and option chains in a portfolio. It updates positions from trades and holdings, derives mid prices from top of book quotes, and connects options with pricing…
The document describes an options volatility trading module built around live pricing, portfolio risk tracking, and execution. It outlines three pricing models for different exercise styles and underlyings, with routines to calculate theoretical prices and…
The document describes two portfolio analytics displays. The volatility chart plots call and put mid-implied volatilities against strike, alongside a pricing implied-volatility curve, and allows individual option chains to be shown or hidden. Curve data is…
The strategy compares a synthetic futures price, calculated from a call price minus a put price plus the strike, with the traded futures price. It measures the difference and opens a three-leg position when the spread crosses a configurable entry level: one…